+193.5%
NRG vs WING
-33.2%
+226.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | +0.7% |
| 7D | -4.7% | +7.2% | -11.9% | -5.7% |
| 30D | -6.0% | +4.8% | -10.7% | -6.7% |
| 3M | -8.0% | -23.7% | +15.7% | -4.8% |
| 6M | -23.2% | -43.6% | +20.4% | -17.5% |
| YTD | -28.1% | -50.6% | +22.5% | -22.0% |
| 1Y | -27.3% | -57.0% | +29.8% | -19.8% |
| 3Y | +208.7% | -28.3% | +236.9% | +208.3% |
| All | +193.5% | -33.2% | +226.6% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling